Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs (Q364723)

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Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs
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    Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs (English)
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    9 September 2013
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    The authors consider interior-point algorithms for semi-definite programming and symmetric conic programming problems. They apply a differential geometric framework, the so-called information geometry, to these classes of problems and show relationships between complexity analysis and the curvature integral taken along the central path.
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    interior-point methods
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    iteration complexities
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    curvature integral
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    semidefinite programs
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    symmetric cone programs
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    conic programming
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    information geometry
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